List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Score-driven time-varying parameter models with spline-based densities Statistics and Computing | 2026-03-31 | Paper |
| A robust Beveridge-Nelson decomposition using a score-driven approach with an application Economics Letters | 2024-05-07 | Paper |
| Maximum likelihood estimation for non-stationary location models with mixture of normal distributions Journal of Econometrics | 2024-02-13 | Paper |
| Maximum likelihood estimation for score-driven models Journal of Econometrics | 2022-03-16 | Paper |
Research outcomes over time
This page was built for person: Janneke van Brummelen